PIMCO High Income Fund (PHK)
4.75
+0.04
(+0.85%)
USD |
NYSE |
Apr 18, 12:05
PHK Max Drawdown (5Y): 51.25% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 51.25% |
| February 29, 2024 | 51.25% |
| January 31, 2024 | 51.25% |
| December 31, 2023 | 51.25% |
| November 30, 2023 | 51.25% |
| October 31, 2023 | 51.25% |
| September 30, 2023 | 51.25% |
| August 31, 2023 | 51.25% |
| July 31, 2023 | 51.25% |
| June 30, 2023 | 51.25% |
| May 31, 2023 | 51.25% |
| April 30, 2023 | 51.25% |
| March 31, 2023 | 51.25% |
| February 28, 2023 | 51.25% |
| January 31, 2023 | 51.25% |
| December 31, 2022 | 51.25% |
| November 30, 2022 | 51.25% |
| October 31, 2022 | 51.25% |
| September 30, 2022 | 51.25% |
| August 31, 2022 | 51.25% |
| July 31, 2022 | 51.25% |
| June 30, 2022 | 51.25% |
| May 31, 2022 | 51.25% |
| April 30, 2022 | 51.25% |
| March 31, 2022 | 51.25% |
| Date | Value |
|---|---|
| February 28, 2022 | 51.25% |
| January 31, 2022 | 51.25% |
| December 31, 2021 | 51.25% |
| November 30, 2021 | 51.25% |
| October 31, 2021 | 51.25% |
| September 30, 2021 | 51.25% |
| August 31, 2021 | 51.25% |
| July 31, 2021 | 51.25% |
| June 30, 2021 | 51.25% |
| May 31, 2021 | 51.25% |
| April 30, 2021 | 51.25% |
| March 31, 2021 | 51.25% |
| February 28, 2021 | 51.25% |
| January 31, 2021 | 51.25% |
| December 31, 2020 | 51.25% |
| November 30, 2020 | 51.25% |
| October 31, 2020 | 51.25% |
| September 30, 2020 | 51.25% |
| August 31, 2020 | 51.25% |
| July 31, 2020 | 51.25% |
| June 30, 2020 | 51.25% |
| May 31, 2020 | 51.25% |
| April 30, 2020 | 51.25% |
| March 31, 2020 | 51.25% |
| February 29, 2020 | 41.07% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
41.07%
Minimum
Apr 2019
51.25%
Maximum
Mar 2020
49.38%
Average
51.25%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| PIMCO Corporate & Income Strategy Fund | 50.25% |
| PIMCO Income Strategy Fund II | 45.67% |
| PIMCO Corporate & Income Opportunity Fds | 46.52% |
| PIMCO Dynamic Income Fund | 46.44% |
| Pcm Fund Inc | 47.65% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.794 |
| Beta (5Y) | 1.056 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.794 |
| Beta (vs YCharts Benchmark) (5Y) | 1.056 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.18% |
| Historical Sharpe Ratio (5Y) | -0.1586 |
| Historical Sortino (5Y) | -0.1534 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.89% |